-20.0%
CPNG vs SCCO
+177.0%
-197.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | -1.1% | -2.7% | +1.5% | -0.6% |
| 30D | -7.4% | -0.7% | -6.6% | -7.5% |
| 3M | -12.3% | +8.1% | -20.4% | -15.0% |
| 6M | -19.4% | +4.1% | -23.6% | -21.7% |
| YTD | -35.9% | +41.1% | -77.0% | -43.8% |
| 1Y | -53.4% | +95.6% | -149.0% | -63.6% |
| 3Y | -20.0% | +179.3% | -199.3% | -48.9% |
| All | -20.0% | +177.0% | -197.0% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling